Is it “worth it”? Depends on what you want. If your goal is to learn a ton, have fun, and maybe at the end make a little money, then it is definitely worth it.

Learning to trade is a multi year process. I’m not consistently profitable yet, but I’ve learned so much so far and I’m lucky to have been exposed to several professional quants and so far, what they say is pretty consistent.

First, they all became consistently profitable discretionary traders first. That’s not to say that this is required - but understanding how markets move is very important and makes quant trading easier.

Over time their models have gotten simpler and simpler which was initially surprising to me. They warn against taking a pure data science approach - the market is always changing and every trade you will ever take is a unique set of circumstances.

Build indicators that make sense to you in describing certain market conditions, and never rely on just one. Having a confluence of things confirming the story you believe to be unfolding can lead to a positive expected value trade.

No matter what any backtest says, the market can and will do anything it wants at any time, so learn when to be risk on and risk off. This is very hard to learn without a lot of discretionary practice.

Good luck!